I'd say it's either IX or X. IX captured my heart and all the nostalgia it made me feel for the previous games was amazing to me. X was also amazing. The story, plot, and allusions to the real world (Religion mostly. I've always loved studying Religions and the Church of Yevon was pretty much a gigantic allusion to the Catholic Church.) really made the game.

I love both FFXI and FFXIV, too. But I don't really count them with the single player games, because it's a little unfair. Since they're MMOs, the feel is very different. However, I still love them tremendously. Regardless of the bad rep they get from most people.

Yeah, I'd have to say my favorite, although to be honest I have fairly limited experience with most of the FF games, was FFVII: Crisis Core for the PSP. It was an amazing game with a tear-jerking ending, plus I liked the game play.